+724.9%
DELL vs TTWO
+50.8%
+674.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.2% |
| 7D | +8.2% | +0.4% | +7.9% | +8.0% |
| 30D | +17.1% | -11.3% | +28.4% | +21.9% |
| 3M | +45.2% | +1.6% | +43.6% | +41.1% |
| 6M | +286.8% | +2.1% | +284.7% | +271.6% |
| YTD | +354.8% | -15.8% | +370.6% | +377.4% |
| 1Y | +358.3% | -12.6% | +370.9% | +369.4% |
| 3Y | +724.9% | +48.2% | +676.7% | +511.7% |
| All | +724.9% | +50.8% | +674.1% | +511.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling